CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6155 |
1.6227 |
0.0072 |
0.4% |
1.6012 |
| High |
1.6257 |
1.6263 |
0.0006 |
0.0% |
1.6257 |
| Low |
1.6144 |
1.6212 |
0.0068 |
0.4% |
1.5959 |
| Close |
1.6223 |
1.6244 |
0.0021 |
0.1% |
1.6223 |
| Range |
0.0113 |
0.0051 |
-0.0062 |
-54.9% |
0.0298 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
33,815 |
4,730 |
-29,085 |
-86.0% |
529,888 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6393 |
1.6369 |
1.6272 |
|
| R3 |
1.6342 |
1.6318 |
1.6258 |
|
| R2 |
1.6291 |
1.6291 |
1.6253 |
|
| R1 |
1.6267 |
1.6267 |
1.6249 |
1.6279 |
| PP |
1.6240 |
1.6240 |
1.6240 |
1.6246 |
| S1 |
1.6216 |
1.6216 |
1.6239 |
1.6228 |
| S2 |
1.6189 |
1.6189 |
1.6235 |
|
| S3 |
1.6138 |
1.6165 |
1.6230 |
|
| S4 |
1.6087 |
1.6114 |
1.6216 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7040 |
1.6930 |
1.6387 |
|
| R3 |
1.6742 |
1.6632 |
1.6305 |
|
| R2 |
1.6444 |
1.6444 |
1.6278 |
|
| R1 |
1.6334 |
1.6334 |
1.6250 |
1.6389 |
| PP |
1.6146 |
1.6146 |
1.6146 |
1.6174 |
| S1 |
1.6036 |
1.6036 |
1.6196 |
1.6091 |
| S2 |
1.5848 |
1.5848 |
1.6168 |
|
| S3 |
1.5550 |
1.5738 |
1.6141 |
|
| S4 |
1.5252 |
1.5440 |
1.6059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6263 |
1.5986 |
0.0277 |
1.7% |
0.0087 |
0.5% |
93% |
True |
False |
86,860 |
| 10 |
1.6263 |
1.5825 |
0.0438 |
2.7% |
0.0084 |
0.5% |
96% |
True |
False |
98,634 |
| 20 |
1.6263 |
1.5676 |
0.0587 |
3.6% |
0.0080 |
0.5% |
97% |
True |
False |
90,986 |
| 40 |
1.6263 |
1.5456 |
0.0807 |
5.0% |
0.0096 |
0.6% |
98% |
True |
False |
98,275 |
| 60 |
1.6263 |
1.5390 |
0.0873 |
5.4% |
0.0100 |
0.6% |
98% |
True |
False |
92,773 |
| 80 |
1.6263 |
1.5266 |
0.0997 |
6.1% |
0.0107 |
0.7% |
98% |
True |
False |
78,549 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.2% |
0.0100 |
0.6% |
97% |
False |
False |
62,858 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.2% |
0.0095 |
0.6% |
97% |
False |
False |
52,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6480 |
|
2.618 |
1.6397 |
|
1.618 |
1.6346 |
|
1.000 |
1.6314 |
|
0.618 |
1.6295 |
|
HIGH |
1.6263 |
|
0.618 |
1.6244 |
|
0.500 |
1.6238 |
|
0.382 |
1.6231 |
|
LOW |
1.6212 |
|
0.618 |
1.6180 |
|
1.000 |
1.6161 |
|
1.618 |
1.6129 |
|
2.618 |
1.6078 |
|
4.250 |
1.5995 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6242 |
1.6218 |
| PP |
1.6240 |
1.6192 |
| S1 |
1.6238 |
1.6166 |
|